Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 802 CHF | 103 434 CHF | 99,17% | 99,17% |
15/07/2024 | 1,31% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 376 049 | 125 350 | 283 397 CHF | 95 719 CHF | 99,17% | 99,17% |
12/07/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 448 904 | 149 635 | 331 621 CHF | 112 037 CHF | 99,16% | 99,16% |
11/07/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 433 633 | 144 544 | 320 650 CHF | 108 329 CHF | 99,17% | 99,17% |
10/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 104 CHF | 106 201 CHF | 99,16% | 99,16% |
09/07/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 321 972 CHF | 108 824 CHF | 99,17% | 99,17% |
08/07/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 341 459 CHF | 115 320 CHF | 99,15% | 99,15% |
05/07/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 152 CHF | 116 217 CHF | 99,15% | 99,15% |
04/07/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 309 955 | 103 318 | 261 067 CHF | 88 055 CHF | 99,17% | 99,17% |
03/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 424 427 | 141 476 | 342 853 CHF | 115 699 CHF | 99,15% | 99,15% |